State Street SPDR Portfolio Mortgage Backed Bond ETF(SPMB · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $21.80 – $22.87
- YTD
- -2.01%
- IV Rank (30D)
- 21.34
- Straddle Price
- $3.08
State Street SPDR Portfolio Mortgage Backed Bond ETF (SPMB) ETF
- Exchange
- ARCX
- Inception
- 2009-01-15
- Has Options
- Yes
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-07-01 | 2026-07-07 | $0.0707 | CD |
| 2026-06-01 | 2026-06-04 | $0.0701 | CD |
| 2026-05-01 | 2026-05-06 | $0.0700 | CD |
| 2026-04-01 | 2026-04-06 | $0.0701 | CD |
| 2026-03-02 | 2026-03-05 | $0.0695 | CD |
| 2026-02-02 | 2026-02-05 | $0.0715 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SSI US GOV MONEY MARKET CLASS | 5.19% | Treasury | — |
| — | FED HM LN PC POOL RQ0094 FR 02/56 FIXED 5 | 1.17% | Corporate Bond | — |
| — | FNMA POOL MA4547 FN 02/52 FIXED 2 | 0.78% | MBS/ABS | — |
| — | FED HM LN PC POOL RQ0041 FR 08/55 FIXED 6 | 0.76% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8212 FR 05/52 FIXED 2.5 | 0.61% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5 | 0.55% | Corporate Bond | — |
| — | GNMA II POOL MB0424 G2 06/55 FIXED 5.5 | 0.54% | MBS/ABS | — |
| — | FNMA POOL MA4701 FN 08/52 FIXED 4.5 | 0.51% | MBS/ABS | — |
| — | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 0.50% | MBS/ABS | — |
| — | FNMA POOL FA0608 FN 02/55 FIXED VAR | 0.49% | MBS/ABS | — |
| — | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 0.48% | MBS/ABS | — |
| — | FNMA POOL MA4465 FN 11/51 FIXED 2 | 0.47% | MBS/ABS | — |
| — | FNMA POOL FS2040 FN 02/52 FIXED VAR | 0.44% | MBS/ABS | — |
| — | FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 | 0.43% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8193 FR 02/52 FIXED 2 | 0.43% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8177 FR 11/51 FIXED 2 | 0.43% | Corporate Bond | — |
| — | FED HM LN PC POOL RQ0137 FR 07/56 FIXED 5.5 | 0.43% | Corporate Bond | — |
| — | GNMA II POOL MB1216 G2 06/56 FIXED 5 | 0.42% | MBS/ABS | — |
| — | FED HM LN PC POOL RQ0118 FR 05/56 FIXED 5 | 0.41% | Corporate Bond | — |
| — | GNMA II POOL MB0871 G2 01/56 FIXED 5 | 0.41% | MBS/ABS | — |
| — | FED HM LN PC POOL RQ0056 FR 10/55 FIXED 5.5 | 0.41% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8167 FR 09/51 FIXED 2.5 | 0.40% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8454 FR 08/54 FIXED 6 | 0.38% | Corporate Bond | — |
| — | FNMA POOL CC0119 FN 03/55 FIXED 6 | 0.37% | MBS/ABS | — |
| — | FNMA POOL MA4437 FN 10/51 FIXED 2 | 0.37% | MBS/ABS | — |
| — | GNMA II POOL MB0365 G2 05/55 FIXED 5 | 0.36% | MBS/ABS | — |
| — | FED HM LN PC POOL RQ0040 FR 08/55 FIXED 5.5 | 0.36% | Corporate Bond | — |
| — | FED HM LN PC POOL SL2071 FR 03/55 FIXED 6 | 0.35% | Corporate Bond | — |
| — | FNMA POOL CB7336 FN 10/53 FIXED 5.5 | 0.35% | MBS/ABS | — |
| — | FNMA POOL MA4624 FN 06/52 FIXED 3 | 0.35% | MBS/ABS | — |
| — | FNMA POOL MA4512 FN 01/52 FIXED 2.5 | 0.35% | MBS/ABS | — |
| — | FED HM LN PC POOL SD8121 FR 01/51 FIXED 2 | 0.35% | Corporate Bond | — |
| — | FNMA POOL MA5038 FN 06/53 FIXED 5 | 0.35% | MBS/ABS | — |
| — | FED HM LN PC POOL SD8178 FR 11/51 FIXED 2.5 | 0.35% | Corporate Bond | — |
| — | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 0.35% | MBS/ABS | — |
| — | GNMA II POOL MB0146 G2 01/55 FIXED 5 | 0.34% | MBS/ABS | — |
| — | FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5 | 0.34% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8342 FR 07/53 FIXED 5.5 | 0.34% | Corporate Bond | — |
| — | GNMA II POOL MB0092 G2 12/54 FIXED 5.5 | 0.33% | MBS/ABS | — |
| — | GNMA II TBA 30 YR 5 JUMBOS | 0.33% | MBS/ABS | — |
| — | FED HM LN PC POOL SD8243 FR 09/52 FIXED 3.5 | 0.33% | Corporate Bond | — |
| — | FED HM LN PC POOL SD8106 FR 11/50 FIXED 2 | 0.32% | Corporate Bond | — |
| — | FNMA POOL MA5445 FN 08/54 FIXED 6 | 0.32% | MBS/ABS | — |
| — | GNMA II POOL MB1070 G2 04/56 FIXED 5 | 0.32% | MBS/ABS | — |
| — | FNMA POOL MA4515 FN 01/37 FIXED 1.5 | 0.32% | MBS/ABS | — |
| — | FED HM LN PC POOL QD3162 FR 12/51 FIXED 2 | 0.32% | Corporate Bond | — |
| — | GNMA II POOL MB0485 G2 07/55 FIXED 5.5 | 0.32% | MBS/ABS | — |
| — | FED HM LN PC POOL SD8492 FR 01/55 FIXED 5 | 0.32% | Corporate Bond | — |
| — | FNMA POOL MA5528 FN 11/54 FIXED 4 | 0.30% | MBS/ABS | — |
| — | FNMA POOL MA5164 FN 10/53 FIXED 5 | 0.30% | MBS/ABS | — |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Mortgage-backed (US Govt-Sponsored Entity) | 74.73% | $4.97B | 2123 |
| Mortgage-backed (US Govt Agency) | 23.54% | $1.56B | 501 |
| Short-term investment | 9.55% | $634.7M | 1 |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +0.43% | 6 |
| Feb | -0.61% | 6 |
| Mar | -0.10% | 6 |
| Apr | -0.85% | 6 |
| May | +0.32% | 6 |
| Jun | +0.11% | 6 |
| Jul | +0.97% | 6 |
| Aug | -0.63% | 5 |
| Sep | -1.27% | 5 |
| Oct | -0.97% | 5 |
| Nov | +1.66% | 5 |
| Dec | +0.18% | 5 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
- IV Rank (30D)
- 21.34
- IV Rank (7D)
- 21.34
- Avg IV
- 34.9%
- Straddle (30D)
- $3.08
- Straddle (7D)
- $3.08
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.10
- Correlation (SPY)
- 29.9%
- R²
- 0.09
- Ann. Volatility
- 4.4%
- SPY Volatility
- 12.7%
Low volatility - stock moves less than market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|